+9.6%
EIX vs AR
+22.7%
-13.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -19.1% | +2.5% | -21.6% | -19.2% |
| 30D | -16.9% | +14.8% | -31.7% | -17.1% |
| 3M | -20.0% | +6.2% | -26.2% | -20.2% |
| 6M | -21.3% | +4.3% | -25.6% | -21.8% |
| YTD | -1.7% | +14.4% | -16.1% | -2.8% |
| 1Y | +9.6% | +21.3% | -11.8% | +7.6% |
| All | +9.6% | +22.7% | -13.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling